Finding minimax strategy and minimax risk in a random environment (the two-armed bandit problem)

DOI10.1134/S0005117911050092zbMath1235.93268MaRDI QIDQ664264

Alex V. Kolnogorov

Publication date: 1 March 2012

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic learning and adaptive control (93E35)

Related Items (3)

Gaussian two-armed bandit and optimization of batch data processing ⋮ Poissonian two-armed bandit: a new approach ⋮ Parallel design of robust control in the stochastic environment (the two-armed bandit problem)

Cites Work

• An Asymptotic Minimax Theorem for the Two Armed Bandit Problem
• Some Remarks on the Two-Armed Bandit
• Some aspects of the sequential design of experiments
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